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https://github.com/netdata/netdata.git
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f857aa35ae
* optimized ses and added des * added coefficient of variation * fix bug identified by @vlvkobal: use all available points when resampling is required and the timeframe is not enough for a single point
112 lines
3.3 KiB
C
112 lines
3.3 KiB
C
// SPDX-License-Identifier: GPL-3.0-or-later
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#include "des.h"
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// ----------------------------------------------------------------------------
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// single exponential smoothing
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struct grouping_des {
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calculated_number alpha;
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calculated_number alpha_other;
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calculated_number beta;
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calculated_number beta_other;
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calculated_number level;
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calculated_number trend;
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size_t count;
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};
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#define MAX_WINDOW_SIZE 10
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static inline void set_alpha(RRDR *r, struct grouping_des *g) {
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// https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
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// A commonly used value for alpha is 2 / (N + 1)
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calculated_number window = (r->group > MAX_WINDOW_SIZE) ? MAX_WINDOW_SIZE : r->group;
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g->alpha = 2.0 / ((calculated_number)window + 1.0);
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g->alpha_other = 1.0 - g->alpha;
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//info("alpha for chart '%s' is " CALCULATED_NUMBER_FORMAT, r->st->name, g->alpha);
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}
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static inline void set_beta(RRDR *r, struct grouping_des *g) {
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// https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
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// A commonly used value for alpha is 2 / (N + 1)
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calculated_number window = (r->group > MAX_WINDOW_SIZE) ? MAX_WINDOW_SIZE : r->group;
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g->beta = 2.0 / ((calculated_number)window + 1.0);
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g->beta_other = 1.0 - g->beta;
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//info("beta for chart '%s' is " CALCULATED_NUMBER_FORMAT, r->st->name, g->beta);
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}
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void *grouping_init_des(RRDR *r) {
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struct grouping_des *g = (struct grouping_des *)malloc(sizeof(struct grouping_des));
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set_alpha(r, g);
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set_beta(r, g);
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g->level = 0.0;
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g->trend = 0.0;
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g->count = 0;
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return g;
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}
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// resets when switches dimensions
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// so, clear everything to restart
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void grouping_reset_des(RRDR *r) {
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struct grouping_des *g = (struct grouping_des *)r->grouping_data;
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g->level = 0.0;
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g->trend = 0.0;
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g->count = 0;
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// fprintf(stderr, "\nDES: ");
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}
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void grouping_free_des(RRDR *r) {
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freez(r->grouping_data);
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r->grouping_data = NULL;
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}
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void grouping_add_des(RRDR *r, calculated_number value) {
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struct grouping_des *g = (struct grouping_des *)r->grouping_data;
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if(isnormal(value)) {
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if(likely(g->count > 0)) {
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// we have at least a number so far
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if(unlikely(g->count == 1)) {
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// the second value we got
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g->trend = value - g->trend;
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g->level = value;
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}
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// for the values, except the first
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calculated_number last_level = g->level;
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g->level = (g->alpha * value) + (g->alpha_other * (g->level + g->trend));
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g->trend = (g->beta * (g->level - last_level)) + (g->beta_other * g->trend);
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}
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else {
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// the first value we got
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g->level = g->trend = value;
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}
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g->count++;
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}
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//fprintf(stderr, "value: " CALCULATED_NUMBER_FORMAT ", level: " CALCULATED_NUMBER_FORMAT ", trend: " CALCULATED_NUMBER_FORMAT "\n", value, g->level, g->trend);
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}
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calculated_number grouping_flush_des(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) {
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struct grouping_des *g = (struct grouping_des *)r->grouping_data;
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if(unlikely(!g->count || !isnormal(g->level))) {
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*rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
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return 0.0;
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}
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//fprintf(stderr, " RESULT for %zu values = " CALCULATED_NUMBER_FORMAT " \n", g->count, g->level);
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return g->level;
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}
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